+213.7%
ICE vs TECK
+377.7%
-164.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -2.4% | -3.8% | +1.5% | -2.0% |
| 30D | +4.0% | +0.7% | +3.3% | +3.8% |
| 3M | +13.7% | +4.6% | +9.1% | +12.7% |
| 6M | +0.9% | +25.1% | -24.2% | -2.4% |
| YTD | -2.1% | +39.2% | -41.3% | -7.1% |
| 1Y | -9.5% | +60.3% | -69.8% | -15.8% |
| 3Y | +42.1% | +62.9% | -20.8% | +29.1% |
| 5Y | +41.4% | +181.5% | -140.1% | +17.0% |
| All | +213.7% | +377.7% | -164.0% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling